-32.2%
MOS vs BUD
+50.9%
-83.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.7% |
| 7D | +22.5% | +7.1% | +15.3% | +19.9% |
| 30D | +6.6% | +12.7% | -6.0% | +2.5% |
| 3M | -3.8% | 0.0% | -3.8% | -4.0% |
| 6M | -2.2% | +7.6% | -9.8% | -4.8% |
| YTD | -4.8% | +35.0% | -39.8% | -14.4% |
| 1Y | -11.7% | +37.6% | -49.3% | -21.1% |
| 3Y | -26.5% | +51.5% | -78.0% | -37.1% |
| 5Y | -32.2% | +50.2% | -82.4% | -44.8% |
| All | -32.2% | +50.9% | -83.1% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling